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You might also find the following seminar useful:
http://www.interactivebrokers.com/en/general/education/webinars/cme-4-10-2006.html
On Thu, 11 May 2006 08:38:55 -0400, denis.dube <jdenis_dube@xxxxxxxxxxxx>
wrote:
> Thanks, I'll have a look.
>
> Denis
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Greg" <gregbean@xxx> wrote:
>>
>
>> Denis,
>>
>> There is alot of info at www.enthios.com regarding a MP trading
> method. Take a look at this webpage
> http://www.enthios.com/FrontPage.htm . I guess that the Ensign program
> would have to be used for now unless someone can program AB to do the
> same stuff as Ensign. "Range Bars" and MP don't seem to be available
> in AB at this time, but if/when Tomasz makes it available it will
> probably be worth the wait . In any case the method of trading as
> shown here http://www.ensignsoftware.com/tips/tradingtips70.htm might
> help you with the discipline part.
>>
>> Take care,
>>
>> Greg
>> ----- Original Message -----
>> From: denis.dube
>> To: amibroker@xxxxxxxxxxxxxxx
>> Sent: Wednesday, May 10, 2006 11:39 PM
>> Subject: [amibroker] Re: Volume on Price
>>
>>
>> I have just started using it. I tried a few methods to trade ES but I
>> had to go back to the drawing board. When I saw the MP thread
>> on elitetrader I decided to give that a shot. This time though I'm
>> paper trading using an IB paper trading account. I only trade part
>> time; I work shifts and trade when I'm off. I have not been successful
>> with it yet but I'm optimistic; I missed several opportunities due to
>> a lack of discipline and I can improve on that. This is a
>> "discretionary trader" tool so my evaluation can be subjective but
>> what I see is the market really responds to price levels obtained from
>> MP and volume profile. I could post my code next week; I'll clean it a
>> little (not much) first.
>>
>> As far as the code is concerned, you have to be aware of a few things:
>> - I'm not a programmer and I had a hard time doing this. It will
>> probably show in the code!
>> - The code contains a few bugs and quirks like: you generally cannot
>> use the volume profile part during the trading day or on a holiday.
>> You have to wait after 4:15 pm eastern or on weekends. The MP display
>> works but once in a while will crash AB. I don't know if it's the
>> OSAKA tables or something in my code. It doesn't bother me much
>> because I have another charting application up and running when that
>> happens. All I have to do is shut down AB and restart it and
>> everything is fine. I may never try to fix these things because it
>> works well enough for me.
>> Another quirk is this; part of the script put stuff in the OSAKA
>> tables and retrieves it in real time. But to display the volume
>> profile, you have to a "scan " first. The scan will come up with the
>> price table and export it to a file in your AB directory. It will also
>> store data in composite files. When the main script is
>> running, it will retrieve that data and display it. I did this to
>> speed up the code. Finally the MP part will update in real time but it
>> looks like you have to wait 5 minutes before you get a display on a 1
>> minute bar chart and 15 minutes on the 5 minute bar chart. After that
>> it's fine. It will also display on 15 minute bar charts but not on
>> higher timeframes. Again, this doesn't bother me so I may not try to
>> improve on this. Anyway, one day I may suscribe to the e-signal
>> add-on but for now this is good enough. So again, I''l post the code
>> next week.
>>
>> Denis
>>
>>
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@> wrote:
>> >
>> > Denis,
>> >
>> > Thanks for the response. I had not seen the chart you included.
>> >
>> > Your results look very good.
>> >
>> > Have you been using this for a while??? Find it as useful as I
> think it
>> > would be?
>> >
>> > Care to share your code?
>> >
>> >
>> > Ara
>> >
>> > ----- Original Message -----
>> > From: "denis.dube" <jdenis_dube@>
>> > To: <amibroker@xxxxxxxxxxxxxxx>
>> > Sent: Wednesday, May 10, 2006 10:41 AM
>> > Subject: [amibroker] Re: Volume on Price
>> >
>> >
>> > Have you seen the thread "Market Profile Plus by Bolter" on
>> > elitetrader.com? He posted a script for Matlab which is a good
>> > starting point for writing something for AB. He starts from one
> minute
>> > bars. He distributes volume evenly over all prices for each one
> minute
>> > bar and from there comes up with a volume profile. I started
> from his
>> > script and used the OSAKA tables and the new "PLOTTEXT" function. I
>> > came up with the charts you see here:
>> >
>> > http://www.ttrader.com/mycharts/display_album.php?id=1061
>> >
>> > I only used my code on ES and only intraday.
>> >
>> > Denis
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@> wrote:
>> > >
>> > > Has anyone found a way to plot VOP separated in time increments?
>> > >
>> > > The standard VOP will plot the volume for all dates displayed on
>> screen.
>> > >
>> > > I would like to see the display separated in time blocks of 1 week
>> > and 1 month for EOD data, and similar time blocks for intraday real
>> > time data.
>> > >
>> > > This could be a very powerful tool, such as the market
> profile, but
>> > probably easier to read and perhaps more accurate as it deals
> directly
>> > with volumes rather than time at price
>> > >
>> > >
>> > > Ara
>> > >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> > Please note that this group is for discussion between users only.
>> >
>> > To get support from AmiBroker please send an e-mail directly to
>> > SUPPORT {at} amibroker.com
>> >
>> > For other support material please check also:
>> > http://www.amibroker.com/support.html
>> >
>> >
>> > Yahoo! Groups Links
>> >
>>
>>
>>
>>
>>
>>
>>
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>> For other support material please check also:
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>>
>>
>>
>>
>>
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